Get Jurachi:
You can transfer Jurachi from the Pokemon Colosseum Bonus Disc into a GBA. Then just transfer him into Pokemon Colosseum.

Get Raikou:
Raikou can be found as a Shadow Pokemon of Cipher Admin Ean in the Shadow Pokemon Lab.

Get Suicune:
Suicune can be found as a Shadow Pokemon of Cipher Admin Venus in The Under.

Get Entei:
Entei can be found as a Shadow Pokemon of Cipher Admin Dokim.at the top of Mt. Battle.

Get Ho-Oh:
Purify all 48 Shadow Pokemon and beat 100 trainers in Battle mode on Mt. Battle using only your Story Mode Pokemon team.

Get Togetic:
Beat Deep King Agnol in the Deep Colosseum with all the Shadow Pokemon. You will get a message about someone attacking people with a Shadow Togetic, so go to the Outskirt Stand and fight him.